The TimeSeriesAnalysis package contains functions for working with data that varies with time, specifically, data where the time intervals between data points are regular. The commands in this package are well suited to time series analysis of macroeconomic data.

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It is recommended that you create a TimeSeries object as your first step before using the commands in this package.

Each command in the TimeSeriesAnalysis package can be accessed by using either the long form or the short form of the command name in the calling sequence.

As the underlying implementation of the TimeSeriesAnalysis package is a module, it is also possible to use the form TimeSeriesAnalysis:-command to access a command from the package. For more information, see Module Members.

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